Estimating reliability parameters under insufficient information
The paper presents an algorithm to search for the lower bound of the Bayesian estimate of the parameter of exponential distribution in the case where it is known that a priori distribution belongs to the class of all distribution functions with two equal quantiles. This problem arises in sensivity a...
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| Veröffentlicht in: | Cybernetics and systems analysis 2010-05, Vol.46 (3), p.443-459 |
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| container_issue | 3 |
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| container_title | Cybernetics and systems analysis |
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| creator | Golodnikov, A. N. Ermoliev, Yu. M. Knopov, P. S. |
| description | The paper presents an algorithm to search for the lower bound of the Bayesian estimate of the parameter of exponential distribution in the case where it is known that a priori distribution belongs to the class of all distribution functions with two equal quantiles. This problem arises in sensivity analysis of Bayesian estimates of failure rates to the choice of a priori distribution in the exponential failure model. |
| doi_str_mv | 10.1007/s10559-010-9219-9 |
| format | Article |
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| subjects | Accidents Algorithms Analysis Artificial Intelligence Bayesian analysis Control Cybernetics Estimates Failure rates Lower bounds Mathematical models Mathematics Mathematics and Statistics Methods Nuclear energy Nuclear power plants Optimization Probability Processor Architectures Quantiles Random variables Risk assessment Sensitivity analysis Software Engineering/Programming and Operating Systems Studies Systems analysis Systems Theory |
| title | Estimating reliability parameters under insufficient information |
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